17.05 - Modified Moving Average - Teradata Database

Teradata Vantage™ - Advanced SQL Engine Analytic Functions

prodname
Advanced SQL Engine
Teradata Database
vrm_release
17.00
17.05
created_date
June 2020
category
Programming Reference
featnum
B035-1206-170K

The first point of the modified moving average (MMA) is calculated like the first point of the simple moving average. Each subsequent point is calculated by adding the new value to the most recently calculated modified moving average value and then, from that sum, subtracting the last average value. The difference is the new modified moving average value.

With MAvgType ('M'), the MovingAverage function uses this procedure:
  1. Compute the arithmetic average of the first window_size rows.

    The value window_size is specified by the WindowSize syntax element.

  2. For each subsequent row, compute the new modified moving average value with this formula:

    MMAM = MMAM-1 + (1/window_size) (VM - MMAM-1)

    VM is the current value.